NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 3.308 3.323 0.015 0.5% 3.410
High 3.339 3.388 0.049 1.5% 3.444
Low 3.274 3.293 0.019 0.6% 3.276
Close 3.319 3.352 0.033 1.0% 3.308
Range 0.065 0.095 0.030 46.2% 0.168
ATR 0.089 0.089 0.000 0.5% 0.000
Volume 10,708 6,907 -3,801 -35.5% 59,630
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.629 3.586 3.404
R3 3.534 3.491 3.378
R2 3.439 3.439 3.369
R1 3.396 3.396 3.361 3.418
PP 3.344 3.344 3.344 3.355
S1 3.301 3.301 3.343 3.323
S2 3.249 3.249 3.335
S3 3.154 3.206 3.326
S4 3.059 3.111 3.300
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.847 3.745 3.400
R3 3.679 3.577 3.354
R2 3.511 3.511 3.339
R1 3.409 3.409 3.323 3.376
PP 3.343 3.343 3.343 3.326
S1 3.241 3.241 3.293 3.208
S2 3.175 3.175 3.277
S3 3.007 3.073 3.262
S4 2.839 2.905 3.216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.388 3.238 0.150 4.5% 0.072 2.2% 76% True False 9,563
10 3.655 3.238 0.417 12.4% 0.081 2.4% 27% False False 11,515
20 3.804 3.238 0.566 16.9% 0.089 2.6% 20% False False 9,714
40 4.080 3.238 0.842 25.1% 0.091 2.7% 14% False False 8,210
60 4.244 3.238 1.006 30.0% 0.088 2.6% 11% False False 6,748
80 4.525 3.238 1.287 38.4% 0.089 2.6% 9% False False 5,565
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.792
2.618 3.637
1.618 3.542
1.000 3.483
0.618 3.447
HIGH 3.388
0.618 3.352
0.500 3.341
0.382 3.329
LOW 3.293
0.618 3.234
1.000 3.198
1.618 3.139
2.618 3.044
4.250 2.889
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 3.348 3.339
PP 3.344 3.326
S1 3.341 3.313

These figures are updated between 7pm and 10pm EST after a trading day.

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